+1,967.8%
STX vs BN
+280.2%
+1,687.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.2% |
| 7D | -17.3% | +4.3% | -21.6% | -19.1% |
| 30D | -35.9% | +14.3% | -50.2% | -40.5% |
| 3M | -37.3% | -4.1% | -33.2% | -36.4% |
| 6M | -35.8% | -9.7% | -26.2% | -33.3% |
| YTD | +82.7% | -7.1% | +89.9% | +86.2% |
| 1Y | +71.6% | -7.4% | +79.1% | +75.3% |
| 3Y | +635.3% | +102.3% | +532.9% | +385.5% |
| 5Y | +483.8% | +35.9% | +447.8% | +363.3% |
| 10Y | +1,967.8% | +289.2% | +1,678.6% | +828.6% |
| All | +1,967.8% | +280.2% | +1,687.5% | +828.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling